A callable swap that can be cancelled only on a single pre-determined date in the future. This swap gives the...
A barrier option which has one trigger price (barrier) that may be either above or below its strike price. Investors...
An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...
A synthetic straddle that is constructed with two short calls (ATM calls) and 100 long stocks or with two short...
A hybrid derivative product in which the payout is based on the previous coupon plus an increment if the market...
A three-pronged currency option combination that involves the simultaneous buying of an at-the-money call and selling of both an out-of-the-money...
A variation of the range forward contract which involves taking two opposite option positions on the same underlying. For example,...
A third-order greek that measures the rate of change in the option gamma in response to a change in the...
An energy swap that involves the payment of the spark spread from one counterparty to another, depending on the change...
An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...